+359.8%
HUT vs FSLR
+32.4%
+327.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.7% | +11.8% | +13.3% |
| 7D | -11.4% | +15.3% | -26.7% | -17.7% |
| 30D | -41.0% | +11.7% | -52.7% | -44.2% |
| 3M | -41.9% | -17.6% | -24.3% | -37.1% |
| 6M | -51.7% | -7.7% | -43.9% | -50.2% |
| YTD | +14.6% | -23.0% | +37.6% | +26.2% |
| 1Y | +21.4% | -26.0% | +47.4% | +36.9% |
| 3Y | +359.8% | +36.9% | +323.0% | +236.5% |
| All | +359.8% | +32.4% | +327.4% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling